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type_genre:"Arbeitspapier"
~person:"Schlögl, Erik"
~subject:"Yield curve"
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Yield curve
Derivat
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Derivative
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Option pricing theory
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Optionspreistheorie
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Commodity derivative
4
Rohstoffderivat
4
Erdöl
3
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Stochastischer Prozess
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correlations
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stochastic interest rates
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Schlögl, Erik
Schönbucher, Philipp J.
4
Vorst, Ton
4
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3
Filipović, Damir
3
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3
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
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2
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
3
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
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